+22.2%
ACI vs BNS
+215.4%
-193.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -3.1% |
| 7D | -2.6% | +1.8% | -4.4% | -2.9% |
| 30D | +1.1% | +4.5% | -3.4% | +0.3% |
| 3M | -23.6% | +15.8% | -39.4% | -25.8% |
| 6M | -29.9% | +31.5% | -61.4% | -33.7% |
| YTD | -26.9% | +28.6% | -55.5% | -30.6% |
| 1Y | -34.2% | +48.2% | -82.4% | -39.7% |
| 3Y | -43.6% | +130.8% | -174.4% | -53.9% |
| 5Y | -42.4% | +94.9% | -137.3% | -51.3% |
| All | +22.2% | +215.4% | -193.2% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling